+92.9%
DG vs FND
+56.5%
+36.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | -6.5% | -5.8% | -0.7% | -5.5% |
| 30D | +4.2% | -20.2% | +24.4% | +8.2% |
| 3M | +9.5% | -12.0% | +21.5% | +11.5% |
| 6M | -13.1% | -18.5% | +5.4% | -10.7% |
| YTD | -4.8% | -22.3% | +17.4% | -1.7% |
| 1Y | +20.6% | -47.6% | +68.3% | +32.5% |
| 3Y | +4.9% | -49.8% | +54.7% | +12.9% |
| 5Y | -37.9% | -63.0% | +25.1% | -32.2% |
| All | +92.9% | +56.5% | +36.4% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FND wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling